To explain (A3), the assumption (A3) was first considered in [1]} and often used in statistical inference of sparse covariances for either Frequentist literature or Bayesian literature. The positive integer \(s_0\)  controls the sparsity of true covariance matrix \(\Sigma _0\)  and the upper bound on eigenvalue of \(\Sigma _0\) , \(\tau _0\) , together with \(\tau \) , is often used in converting \(||\Sigma _0^{-1}-\Sigma ^{-1}||_{\operatorname{F}}\)  to \(||\Sigma _0-\Sigma ||_{\operatorname{F}}\) . (A4) is another assumption on parameters to attain posterior convergence rate of covariance matrix under the Frobenius norm, which turns out to be \(\epsilon _n=\sqrt{(p+s_0)\log p/n}\) .
